OnMarketData() Multitimeframe

[mballagan]

I have a strategy that has an OnMarketData() method. Can this handle multiple timeframes ? For example:

protected override void OnMarketData(MarketDataEventArgs marketDataUpdate)
{
if(BarsInProgress == 1)
{
//logic for timeframe 1

}
if(BarsInProgress == 2)
{
//logic for timeframe 2
}

}

Assuming that in this case two additional dataseries are loaded into the strategy.

[NinjaTrader_PaulH]

Hello mballagan,

Thanks for your post.

Yes, you can use MultiTimeFrame in OnMarketUpdate().

Yes, you can use BarsInProgress to know which series is calling OnMarketUpdate().